+32.0%
MLM vs RACE
+65.1%
-33.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.8% | -4.3% |
| 7D | -1.2% | +5.7% | -6.9% | -3.1% |
| 30D | +7.9% | +9.3% | -1.3% | +4.7% |
| 3M | -4.5% | +3.8% | -8.3% | -5.8% |
| 6M | -12.6% | +29.8% | -42.4% | -20.9% |
| YTD | -14.9% | +15.6% | -30.5% | -20.1% |
| 1Y | -13.1% | +5.1% | -18.1% | -15.6% |
| 3Y | +21.2% | +30.8% | -9.6% | -2.3% |
| 5Y | +32.0% | +67.4% | -35.4% | -11.1% |
| All | +32.0% | +65.1% | -33.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling